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market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 19/12/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 122,000 | 122,000 | 121,033 | 121,033 | 154,854 CHF | 156,067 CHF | 100.00% | 100.00% |
| 18/12/2024 | 0.75% | 1.30 CHF | 1.31 CHF | 122,000 | 122,000 | 121,430 | 121,430 | 160,750 CHF | 161,965 CHF | 100.00% | 100.00% |
| 17/12/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 124,000 | 124,000 | 122,399 | 122,399 | 167,804 CHF | 169,028 CHF | 100.00% | 100.00% |
| 16/12/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 124,000 | 124,000 | 123,001 | 123,001 | 168,850 CHF | 170,081 CHF | 100.00% | 100.00% |
| 13/12/2024 | 0.79% | 1.29 CHF | 1.30 CHF | 120,000 | 120,000 | 119,709 | 119,709 | 152,046 CHF | 153,244 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 124,000 | 124,000 | 123,370 | 123,370 | 167,237 CHF | 168,472 CHF | 100.00% | 100.00% |
| 11/12/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 126,000 | 126,000 | 124,322 | 124,322 | 170,002 CHF | 171,248 CHF | 100.00% | 100.00% |
| 10/12/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 126,000 | 126,000 | 125,537 | 125,537 | 175,174 CHF | 176,429 CHF | 100.00% | 100.00% |
| 09/12/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 128,000 | 128,000 | 127,472 | 127,472 | 186,424 CHF | 187,698 CHF | 100.00% | 100.00% |
| 06/12/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 130,000 | 130,000 | 129,003 | 129,003 | 193,960 CHF | 195,250 CHF | 100.00% | 100.00% |
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